A modified importance sampling method for structural reliability and its global reliability sensitivity analysis

作者：Yun, Wanying; Lu, Zhenzhou^*; Jiang, Xian

来源：Structural and Multidisciplinary Optimization, 2018, 57(4): 1625-1641.

DOI：10.1007/s00158-017-1832-z

• Reliability analysis
• Sensitivity analysis
• Contributive weight
• Modification
• Importance sampling
• Sample subset
• Sample reduction

The importance sampling method is an extensively used numerical simulation method in reliability analysis. In this paper, a modification to the importance sampling method (ISM) is proposed, and the modified ISM divides the sample set of input variables into different subsets based on the contributive weight of the importance sample defined in this paper and the maximum super-sphere denoted by beta-sphere in the safe domain defined by the truncated ISM. By this proposed modification, only samples with large contributive weight and locating outside of the beta-sphere need to call the limit state function. This amelioration remarkably reduces the number of limit state function evaluations required in the simulation procedure, and it doesn't sacrifice the precision of the results by controlling the level of relative error. Based on this modified ISM and the space-partition idea in variance-based sensitivity analysis, the global reliability sensitivity indices can be estimated as byproducts, which is especially useful for reliability-based design optimization. This process of estimating the global reliability sensitivity indices only needs the sample points used in reliability analysis and is independent of the dimensionality of input variables. A roof truss structure and a composite cantilever beam structure are analyzed by the modified ISM. The results demonstrate the efficiency, accuracy, and robustness of the proposed method.

• 出版日期2018-4
• 单位西北工业大学